On the order of convergence of preconditioned nonlinear conjugate gradient methods

SIAM Journal on Scientific Computing

Volumn 17, Issue 3, 1996, Pages 658-665

  Al Baali, M ^a,b   Fletcher, R ^c  

^a UNITED ARAB EMIRATES UNIVERSITY   (United Arab Emirates)

^b DAMASCUS UNIVERSITY   (Syrian Arab Republic)

^c UNIVERSITY OF DUNDEE   (United Kingdom)

Author keywords

Conjugate gradient methods; Newton's method; Preconditioning; Unconstrained optimization

Indexed keywords

EID: 0038641529     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827591194303     Document Type: Article

References (6)

1. M. AL-BAALI, Numerical experiments with the preconditioned conjugate gradient Gauss-Newton methods, Damascus University Journal, 4 (1988), pp. 13-22.
2. R. FLETCHER, Practical Methods of Optimization, Second Ed., Wiley, Chichester, England, 1987.
3. J. M. ORTEGA AND W. C. RHEINBOLDT, Iterative Solution of Nonlinear Equation in Several Variables, Academic Press, New York, 1970.
4. F. A. POTRA, On Q-order and R-order of convergence, JOTA, 63 (1989), pp. 415-431.
5. A. RUHE, Accelerated Gauss-Newton algorithms for nonlinear least squares problems, BIT, 19 (1979), pp. 356-367.
6. R. G. VOIGT, Orders of convergence for iterative procedures, SIAM J. Numer. Anal., 8 (1971), pp. 222-243.